Cftc Cot Index
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
CftcCotIndex | CftcCotIndexQueryParams | CftcCotIndexData |
Import Statement
from openbb_core.provider.standard_models. import (
CftcCotIndexData,
CftcCotIndexQueryParams,
)
Parameters
- standard
- cftc
asset_class: str | None
Default: all
Asset class of the curated markets to score.
lookback_weeks: int | None
Default: 52
Weeks of history the score ranks the latest net position within. 52 puts each reading in its own one-year range.
futures_only: bool | None
Default: True
Score the futures-only report, the basis COT positioning work conventionally uses. False scores the combined futures-and-options report, whose larger open interest dilutes every net-to-open-interest share.
use_cache: bool | None
Default: True
Cache each market's report history locally.
Data
- standard
- cftc
report_date: date
Date of the CFTC report the scores are taken from.
market: str
Curated market name.
open_interest: int | None
Total open interest on the report date.
large_specs: float | None
Large speculators' net position as a 0-100 score within its own lookback range. 0 is the range low, 100 the range high.
large_specs_change: float | None
Change in the large speculators' score since the prior report.
large_specs_net_pct_oi: float | None
Large speculators' net position as a percent of open interest.
large_specs_zone: str | None
Band the large speculators' score sits in.
small_specs: float | None
Small speculators' net position as a 0-100 score within its own lookback range.
small_specs_change: float | None
Change in the small speculators' score since the prior report.
small_specs_net_pct_oi: float | None
Small speculators' net position as a percent of open interest.
small_specs_zone: str | None
Band the small speculators' score sits in.
commercials: float | None
Commercials' net position as a 0-100 score within its own lookback range. A high score is their least-hedged reading, not a bullish one.
commercials_change: float | None
Change in the commercials' score since the prior report.
commercials_net_pct_oi: float | None
Commercials' net position as a percent of open interest.
commercials_zone: str | None
Band the commercials' score sits in, in hedging terms.